Editing LGIM Sterling Liquidity Fund

== Fund facts ==
{| class="wikitable"
|+
|Fund size
|£48,949.6m
|-
|Launch date
|9 Jan 2008
|-
|Share class launch
|13 Oct 2008
|-
|Base currency
|GBP
|-
|Domicile
|Ireland
|}

== Statistics ==


{| class="wikitable"
|+
|Weighted average maturity
|32 days
|-
|Weighted average final maturity
|47 days
|}
As at 31 Jan 2023

== Fund aim ==
To provide capital stability and a return in line with money market rates<ref>Money market rates are the interest rates at which short-term financial instruments are traded in the money market. The money market is a marketplace where banks, corporations, and other financial institutions buy and sell financial instruments with short maturities, typically less than one year. Examples of financial instruments traded in the money market include Treasury bills, certificates of deposit, commercial paper, and repurchase agreements.

Money market rates are determined by supply and demand in the market. When demand for short-term funds is high, money market rates tend to rise, and when demand is low, rates tend to fall. Money market rates are an important indicator of the overall health of the economy and can influence borrowing costs for consumers and businesses.</ref> whilst providing daily access to liquidity and providing an income. The fund seeks to maintain a AAA rating, which is the highest fund rating available.

== Benchmark ==
Sterling Overnight Index Average

== Fund ratings ==
In addition to LGIM’s risk management oversight, the Fund is rated by the following agencies:
{| class="wikitable"
|+
|S&P
|AAAm
|-
|Moody's
|Aaa-mf
|-
|Fitch
|AAAmmf
|}

== Fund snapshot ==

* '''What does it invest in?''' Invests in short-term, sterling based assets which are issued by governments, high quality banks and companies.
* '''How does it invest?''' Actively managed, investing in deposits, short-term debt securities and money market instruments that mature within 397 days and have been awarded one of the two highest available short-term credit ratings by each recognised credit rating agency. May also invest in eligible short-term securitisations.
* '''Does it promote sustainability characteristics?''' The Fund promotes a range of environmental and social characteristics. Further information on how such characteristics are met by the Fund can be found in the Supplement.

== Performance scenarios ==
The figures shown include all the costs of the product itself, but may not include all the costs that you pay to your advisor or distributor. The figures do not take into account your personal tax situation, which may also affect how much you get back.

'''What you will get from this product depends on future market performance. Market developments in the future are uncertain and cannot be accurately predicted.'''

'''The unfavourable, moderate, and favourable scenarios shown are illustrations using the worst, average, and best performance of the product with input from the over the last 10 years. Markets could develop very differently in the future.'''

=== Recommended holding period (RHP): 0.01 Years ===

=== Example Investment £10,000 ===
{| class="wikitable"
|+
! colspan="2" |Scenarios
!If you exit afterRHP
|-
|'''Minimum'''
| colspan="2" |'''There is no minimum guaranteed return. You could lose some or all of your investment.'''
|-
| rowspan="2" |'''Stress scenario'''
|'''What you might get back after costs'''
|'''9,999.79'''
|-
|Average return each year (%)
| -0.21
|-
| rowspan="2" |'''Unfavourable scenario'''
|'''What you might get back after costs'''
|'''10,000.00'''
|-
|Average return each year (%)
|0.00
|-
| rowspan="2" |'''Moderate scenario'''
|'''What you might get back after costs'''
|'''10,000.30'''
|-
|Average return each year (%)
|0.30
|-
| rowspan="2" |'''Favourable scenario'''
|'''What you might get back after costs'''
|'''10,000.72'''
|-
|Average return each year (%)
|0.72
|}
The stress scenario shows what you might get back in extreme market circumstances.

Unfavourable Scenario: This type of scenario occurred for an investment between 2012-2022.

Moderate Scenario: This type of scenario occurred for an investment between 2012-2022.

Favourable Scenario: This type of scenario occurred for an investment between 2012-2022.

= Portfolio =
As at 31 Jan 2023. All data source LGIM unless otherwise stated. Totals may not sum due to rounding.

= Asset (%) =
{| class="wikitable"
|Certificate of Deposit<ref>A Certificate of Deposit (CD) is a financial product offered by banks and credit unions that allows investors to earn a fixed rate of interest on their savings over a specified period of time.

When you purchase a CD, you agree to deposit a certain amount of money with a bank or credit union for a fixed term, which can range from a few months to several years. The bank pays you a fixed rate of interest for the duration of the CD term, which is typically higher than the interest rate paid on savings accounts.

CDs are considered a low-risk investment because they are FDIC insured up to $250,000 per depositor per institution, which means that even if the bank fails, the depositor will receive their principal and interest payments back. However, in exchange for this low-risk investment, investors give up some liquidity since early withdrawal of the funds typically results in a penalty.

CDs are often used by investors who want a safe investment with a guaranteed return, but are willing to lock up their funds for a period of time. The longer the term of the CD, the higher the interest rate paid, so investors can choose a term that matches their investment goals and risk tolerance.</ref>
|45.7
|-
|Commercial Paper<ref>Commercial paper is a short-term debt instrument issued by corporations to meet their immediate funding needs. It is typically issued with a maturity of less than 270 days and is used to finance short-term working capital needs, such as inventory purchases, payroll, and other operational expenses.

Commercial paper is generally considered a low-risk investment because it is typically issued by large, well-established corporations with strong credit ratings. Because of this, commercial paper usually carries a lower interest rate than other short-term debt instruments such as Treasury bills.

Commercial paper is usually sold in large denominations, making it more accessible to institutional investors such as banks, mutual funds, and pension funds. However, individual investors can also participate in the market through money market mutual funds, which invest in a diversified portfolio of commercial paper.

The commercial paper market is an important source of short-term funding for corporations, and its issuance volume can be used as an indicator of the overall health of the economy. The market is subject to fluctuations based on changes in interest rates, credit ratings, and overall market conditions.</ref>
|21.2
|-
|Repurchase Agreement
|15.4
|-
|Floating Rate Note
|9.6
|-
|Deposit (Overnight)
|8.1
|}

= Days to maturity (%) =
{| class="wikitable"
|Overnight
|33.3
|-
|2 to 7 days
|18.4
|-
|7 days to 1 Month
|13.7
|-
|1 to 3 months
|15.8
|-
|3 to 6 months
|10.6
|-
|6 to 12 months
|8.3
|}

= Credit rating (%) =
{| class="wikitable"
|AAA
|2.0
|-
|AA+
|3.1
|-
|AA
|18.5
|-
|AA-
|18.7
|-
|A+
|30.0
|-
|A
|27.7
|}
Source: Standard & Poor's
{| class="wikitable"
|Top 10 issuers
|46.0
|-
|Rest of portfolio
|54.0
|}

= Top 10 issuers (%) =
{| class="wikitable"
|United Kingdom Treasury<ref>Includes reverse repurchase agreements collateralised with UK Treasury issuance.</ref>
|15.5
|-
|Bank of Montreal
|4.1
|-
|First Abu Dhabi Bank
|3.9
|-
|Nordea Bank
|3.6
|-
|Mizuho Corporate Bank
|3.4
|-
|Australia & New Zealand Banking Group
|3.4
|-
|Bank of Tokyo Mitsubishi UFJ
|3.1
|-
|L-Bank
|3.1
|-
|Jyske Bank A/S
|3.1
|-
|Toronto Dominion Bank
|3.0
|}

= Country (%) =
{| class="wikitable"
|United Kingdom
|22.8
|-
|France
|14.4
|-
|Canada
|12.0
|-
|Japan
|11.4
|-
|Germany
|7.7
|-
|Netherlands
|7.1
|-
|Australia
|6.1
|-
|Sweden
|4.4
|-
|United Arab Emirates
|3.9
|-
|Other
|10.3
|}
For full fund holdings, see the Appendix of this page.

== Fund Manager ==

=== Liquidity Management ===
Liquidity Management (within Global Trading and Liquidity) forms a strategic part of our asset management capability incorporating liquidity and short duration portfolios as well as securities financing.

== Sustainability ==
SFDR categorisation: Article 8

=== Environmental and social characteristics ===

==== Environmental characteristics ====
ccc

==== Social characteristics ====
ccc

=== ESG investment strategy ===
ccc

=== Sustainability preferences ===
ccc

No reference benchmark has been designated for the purpose of attaining the environmental or social characteristics promoted by the Fund.

Whilst environmental and social characteristics are promoted through the application of the sustainability-related investment strategy, investors are reminded that these environmental and social characteristics are not sustainable investment objectives.

== Prices ==
{| class="wikitable"
|+
!Date
!NAV (LVNAV)
!NAV (Mark to Market)
!Difference
!Currency
!Price time
|-
|24 February 2023
|1.00
|0.9999
| -0.0001
|GBP
|14:00 Irish time
|}

== Further details ==

=== Costs ===
{| class="wikitable"
|+
|Price basis
|Single - mid
|-
|Initial charge
|0.00%
|-
|Ongoing charges figure 
|0.10%
|-
|Min. investment
|£20,000,000
|}
===Codes===
{| class="wikitable"
|+
|ISIN<ref>ISIN stands for International Securities Identification Number. It is a unique identification code that is used to identify securities such as stocks, bonds, and other financial instruments. The ISIN code is a 12-character alphanumeric code that is assigned to each security, and it provides a standardized way to identify securities across different countries and exchanges. The code is made up of three parts: 1) Country code: The first two characters of the ISIN code represent the country in which the security was issued. 2) Security code: The next nine characters of the ISIN code are unique to the security and are assigned by the national numbering agency of the country where the security was issued. 3) Check digit: The final character of the ISIN code is a check digit that is calculated using a mathematical formula based on the other 11 characters in the code. This helps to ensure the accuracy of the code. The ISIN code is used by financial institutions, regulators, and investors to identify and track securities for trading, settlement, and reporting purposes. It is an important tool for facilitating international investment and ensuring transparency in financial markets.</ref>
| IE00B29R7C68
|-
|SEDOL<ref>SEDOL stands for Stock Exchange Daily Official List. It is a seven-character alphanumeric code that is used to identify securities traded on the London Stock Exchange and other exchanges in the United Kingdom. The SEDOL code is assigned by the London Stock Exchange and is used to uniquely identify each security listed on the exchange. The code consists of two parts: 1) Six-character alphanumeric security identifier: This part of the code uniquely identifies the security and is assigned by the London Stock Exchange. 2) Check digit: The final character of the code is a check digit that is calculated using a mathematical formula based on the other six characters in the code. This helps to ensure the accuracy of the code. The SEDOL code is used by financial institutions, regulators, and investors to identify and track securities for trading, settlement, and reporting purposes. It is an important tool for facilitating trading and ensuring transparency in financial markets. SEDOL codes are also used in conjunction with other security identification codes, such as ISINs, to provide additional information about securities traded on the London Stock Exchange.</ref>
| -
|-
|Bloomberg
|LGSTLI4 ID
|-
|MEX
| -
|}
===Dealing information===
{| class="wikitable"
|Valuation frequency
|Daily, 14:00 Irish time
|-
|Dealing frequency
|Each Business Day
|-
|Settlement period
|T+0
|}

=== Country registration ===
This share class is registered for sale in the following countries: Ireland and UK.

== Appendix ==
{| class="wikitable sortable"
|+
!TNT  global security number
!Asset  description
!Parent Name
!Issuer Name
!Country of Risk
!Grouping
!Issuer Type
!Instrument Type
!ISIN
!Currency
!Par value
!% of Total Par
!Maturity date<ref>The date on which a loan, bond, mortgage, or other debt security is due to be repaid.</ref>
!Remaining  Maturity (Days)
!Maturity Bucket  (Days)
!Fixed Deposits  Maturing Overnight
|-
|FB17YNT
|BNDCGB2L 001day 3.40000 %  01/02/23 
|National Bank of Canada
|National Bank of Canada
|Canada
|North America
|Financial
|Fixed Deposit
|
|GBP
|150,000,000
|0.30%
|01/02/2023
|1
|1
|Yes
|-
|FB17YNW
|CMCIFRP 001day 3.38000 %  01/02/23 
|BPCE
|Natixis
|France
|Core Euro Area
|Financial
|Fixed Deposit
|
|GBP
|250,000,000
|0.51%
|01/02/2023
|1
|1
|Yes
|-
|FB17YPY
|MHCBGB2L 001day  3.42000 % 01/02/23 
|Mizuho
|Mizuho  Corporate Bank
|Japan
|Japan
|Financial
|Fixed Deposit
|
|GBP
|600,000,000
|1.22%
|01/02/2023
|1
|1
|Yes
|-
|FB17YP6
|STBCGB2L 001day 3.45000 %  01/02/23 
|Sumitomo Mitsui
|Sumitomo Mitsui Trust Bank
|Japan
|Japan
|Financial
|Fixed Deposit
|
|GBP
|150,000,000
|0.30%
|01/02/2023
|1
|1
|Yes
|-
|M7109692
|BRED BANQUE POPULAIRE 3.41%
|BPCE
|BRED Banque Populaire
|France
|Core Euro Area
|Financial
|Fixed Deposit
|
|GBP
|200,000,000
|0.41%
|01/02/2023
|1
|1
|Yes
|-
|M7109693
|BRED BANQUE POPULAIRE 3.41%
|BPCE
|BRED Banque Populaire
|France
|Core Euro Area
|Financial
|Fixed Deposit
|
|GBP
|250,000,000
|0.51%
|01/02/2023
|1
|1
|Yes
|-
|M7109694
|SG SECURITIES 3.43%
|Societe Generale
|Societe Generale
|France
|Core Euro Area
|Financial
|Fixed Deposit
|
|GBP
|250,000,000
|0.51%
|01/02/2023
|1
|1
|Yes
|-
|M7109695
|RABOBANK MM 3.43%
|Rabobank
|Rabobank
|Netherlands
|Core Euro Area
|Financial
|Fixed Deposit
|
|GBP
|292,000,000
|0.59%
|01/02/2023
|1
|1
|Yes
|-
|M7109696
|BANK OF TOKYO MITSUBISHI UFJ 3.43%
|Mitsubishi UFJ
|Bank of Tokyo Mitsubishi UFJ
|Japan
|Japan
|Financial
|Fixed Deposit
|
|GBP
|200,000,000
|0.41%
|01/02/2023
|1
|1
|Yes
|-
|M7109697
|KBC NV LONDON 3.42%
|KBC Bank
|KBC Bank
|Belgium
|Core Euro Area
|Financial
|Fixed Deposit
|
|GBP
|500,000,000
|1.02%
|01/02/2023
|1
|1
|Yes
|-
|M7109698
|DZ BANK AG 3.39%
|DZ Bank
|DZ Bank
|Germany
|Core Euro Area
|Financial
|Fixed Deposit
|
|GBP
|400,000,000
|0.81%
|01/02/2023
|1
|1
|Yes
|-
|M7109699
|TORONTO DOMINION BANK 3.35%
|Toronto Dominion Bank
|Toronto Dominion Bank
|Canada
|North America
|Financial
|Fixed Deposit
|
|GBP
|750,000,000
|1.52%
|01/02/2023
|1
|1
|Yes
|-
|0AYADBU
|WESTPAC BKG CORP FR SNR 07/23           GBP100000'1479 
|Westpac 
|Westpac 
|Australia
|Asia Pacific Ex Japan
|Financial
|Floating Rate Note
|XS2504107785 
|GBP
|170,000,000
|0.35%
|19/07/2023
|169
|91-180
|No
|-
|0AYEADU
|TORONTO-DOMINION FRN SNR 09/2023        GBP100000 
|Toronto Dominion Bank
|Toronto Dominion Bank
|Canada
|North America
|Financial
|Floating Rate Note
|XS2536940922 
|GBP
|300,000,000
|0.61%
|22/09/2023
|234
|181-365
|No
|-
|0AYGE0U
|BELFIUS BANK S A N V 0.0% CD  01/02/2023
|BELFIUS BANK SA/NV
|BELFIUS BANK SA/NV
|Belgium
|Core Euro Area
|Financial
|Certificate of Deposit
|BE6338770140
|GBP
|225,000,000
|0.46%
|01/02/2023
|1
|1
|No
|-
|0AYGYJU
|BANK OF AMERICA NA 0% CD 28/04/2023
|Bank of America
|Bank of America
|United States
|North America
|Financial
|Certificate of Deposit
|XS2552266731
|GBP
|45,000,000
|0.09%
|28/04/2023
|87
|31-90
|No
|-
|0AYHCDU
|BANK OF MONTREAL FRN SNR 11/23          GBP100000'305 
|Bank of Montreal
|Bank of Montreal
|Canada
|North America
|Financial
|Floating Rate Note
|XS2553827994 
|GBP
|280,000,000
|0.57%
|08/11/2023
|281
|181-365
|No
|-
|0AYHDDU
|CMNWLTH BK OF AUST FR SNR EMTN  11/23    GBP100000 
|Commonwealth Bank of Australia
|Commonwealth Bank of Australia
|Australia
|Asia Pacific Ex Japan
|Financial
|Floating Rate Note
|XS2553829933 
|GBP
|250,000,000
|0.51%
|10/11/2023
|283
|181-365
|No
|-
|0AYHGDU
|BANQUE FEDERATIVE DU CREDIT MU CD  3.64% 08/03/2023
|BFCM
|BFCM
|France
|Core Euro Area
|Financial
|Certificate of Deposit
|FR0127713271
|GBP
|480,000,000
|0.97%
|08/03/2023
|36
|31-90
|No
|-
|0AYHLNU
|HSBC UK BANK PLC 0% CD 09/02/2023
|HSBC
|HSBC
|United Kingdom
|United Kingdom
|Financial
|Certificate of Deposit
|XS2555406375
|GBP
|75,000,000
|0.15%
|09/02/2023
|9
|8-30
|No
|-
|0AYHMSU
|LANDESKREDITBANK 02/02/2023 
|L-Bank
|L-Bank
|Germany
|Core Euro Area
|Government Agency
|Commercial Paper
|XS2555686471 
|GBP
|500,000,000
|1.02%
|02/02/2023
|2
|2-7
|No
|-
|0AYHXQU
|THE SUMITOMO TRUST+BANKINNG CO LTD CD  3.4% 16/02/2
|Sumitomo Mitsui
|Sumitomo Mitsui Trust Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP1ZF694
|GBP
|200,000,000
|0.41%
|16/02/2023
|16
|8-30
|No
|-
|0AYJB8U
|LANDESKREDITBANK 06/02/2023 
|L-Bank
|L-Bank
|Germany
|Core Euro Area
|Government Agency
|Commercial Paper
|XS2558910902 
|GBP
|500,000,000
|1.02%
|06/02/2023
|6
|2-7
|No
|-
|0AYJE3U
|AGENCE CENTRALE 06/02/2023 
|ACOSS
|ACOSS
|France
|Core Euro Area
|Government Agency
|Commercial Paper
|FR0127658633 
|GBP
|500,000,000
|1.02%
|06/02/2023
|6
|2-7
|No
|-
|0AYLYEU
|NATIONAL BANK OF ABU DHABI CD 4.02%  04/04/2023
|First Abu Dhabi Bank
|First Abu Dhabi Bank
|United Arab Emirates
|Middle East
|Financial
|Certificate of Deposit
|GB00BP1ZSJ36
|GBP
|500,000,000
|1.02%
|04/04/2023
|63
|31-90
|No
|-
|0AYMZ5U
|BRED BANQUE 06/04/2023 
|BPCE
|BRED Banque Populaire
|France
|Core Euro Area
|Financial
|Commercial Paper
|FR0127792861 
|GBP
|500,000,000
|1.02%
|06/04/2023
|65
|31-90
|No
|-
|0AYN84U
|MIZUHO BANK LTD.(GB)LONDON BRANCH  4.12% CD28/04/20
|Mizuho
|Mizuho Corporate Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|XS2581749418
|GBP
|200,000,000
|0.41%
|28/04/2023
|87
|31-90
|No
|-
|0AY4YJU
|COMMONWEALTH BANK OF AUSTRALIA CD  2.02% 20/04/2023
|Commonwealth Bank of Australia
|Commonwealth Bank of Australia
|Australia
|Asia Pacific Ex Japan
|Financial
|Certificate of Deposit
|GB00BP1WN778
|GBP
|100,000,000
|0.20%
|20/04/2023
|79
|31-90
|No
|-
|0AY7L6U
|COMMONWEALTH BANK OF AUSTRALIA CD  2.52% 13/06/2023
|Commonwealth Bank of Australia
|Commonwealth Bank of Australia
|Australia
|Asia Pacific Ex Japan
|Financial
|Certificate of Deposit
|GB00BP1XBQ53
|GBP
|55,000,000
|0.11%
|13/06/2023
|133
|91-180
|No
|-
|1AXV53U
|ROYAL BANK OF CANADA 0% CD 01/02/2023
|Royal Bank of Canada
|Royal Bank of Canada
|Canada
|North America
|Financial
|Certificate of Deposit
|XS2440690530
|GBP
|100,000,000
|0.20%
|01/02/2023
|1
|1
|No
|-
|1AYGEUU
|BNP PARIBAS LONDON BRANCH CTF DEP  3.63% 01/02/2023
|BNP Paribas
|BNP Paribas
|France
|Core Euro Area
|Financial
|Certificate of Deposit
|GB00BP1YZS86
|GBP
|280,000,000
|0.57%
|01/02/2023
|1
|1
|No
|-
|1AYGKWU
|AUSTRALIA & NEW 07/02/2023 
|Australia & New Zealand Banking  Group
|Australia & New Zealand Banking  Group
|Australia
|Asia Pacific Ex Japan
|Financial
|Commercial Paper
|XS2550504943 
|GBP
|300,000,000
|0.61%
|07/02/2023
|7
|2-7
|No
|-
|1AYG43U
|AUSTRALIA NEW ZEALAND BANKING Z/CPN  CP           03/03/2023 
|Australia & New Zealand Banking  Group
|Australia & New Zealand Banking  Group
|Australia
|Asia Pacific Ex Japan
|Financial
|Commercial Paper
|XS2553549655 
|GBP
|300,000,000
|0.61%
|03/03/2023
|31
|31-90
|No
|-
|1AYHCLU
|CMNWLTH BK OF AUST FR SNR EMTN  11/23    GBP100000 
|Commonwealth Bank of Australia
|Commonwealth Bank of Australia
|Australia
|Asia Pacific Ex Japan
|Financial
|Floating Rate Note
|XS2553948782 
|GBP
|230,000,000
|0.47%
|10/11/2023
|283
|181-365
|No
|-
|1AYJ81U
|NORDEA BANK ABP CD 0.0% 03/03/2023
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2560057437
|GBP
|200,000,000
|0.41%
|03/03/2023
|31
|31-90
|No
|-
|1AYKPQU
|DZ PRIVATBANK S.A. 01/02/2023 
|DZ Bank
|DZ Privatbank
|Germany
|Core Euro Area
|Financial
|Commercial Paper
|XS2560991361 
|GBP
|200,000,000
|0.41%
|01/02/2023
|1
|1
|No
|-
|1AYKSHU
|LANDESKREDITBANK BADEN-WURTT 0%  CP           01/02/2023 
|L-Bank
|L-Bank
|Germany
|Core Euro Area
|Government Agency
|Commercial Paper
|XS2561393914 
|GBP
|500,000,000
|1.02%
|01/02/2023
|1
|1
|No
|-
|1AYKVKU
|SOCIETE GENERALE CD 3.9% 31/03/2023
|Societe Generale
|Societe Generale
|France
|Core Euro Area
|Financial
|Certificate of Deposit
|GB00BP1ZLP01
|GBP
|500,000,000
|1.02%
|31/03/2023
|59
|31-90
|No
|-
|1AYKZAU
|KREDITANSTALT FUR 01/02/2023 
|KfW
|KfW
|Germany
|Core Euro Area
|Government Agency
|Commercial Paper
|XS2562876412 
|GBP
|500,000,000
|1.02%
|01/02/2023
|1
|1
|No
|-
|1AYNFSU
|BANQUE  POPULAIRE 4.38% 11/07/2023 
|BPCE
|BRED Banque  Populaire
|France
|Core Euro Area
|Financial
|Commercial  Paper
|FR0127799247 
|GBP
|300,000,000
|0.61%
|11/07/2023
|161
|91-180
|No
|-
|1AYNF1U
|ROYAL BANK OF CANADA FRN 1/25/2024
|Royal Bank of Canada
|Royal Bank of Canada
|Canada
|North America
|Financial
|Floating Rate Note
|XS2580224165
|GBP
|92,000,000
|0.19%
|25/01/2024
|359
|181-365
|No
|-
|1AYNL9U
|BANK OF AMERICA EUROPE DAC CD 0.0%  24/07/2023
|Bank of America
|Bank of America
|United States
|North America
|Financial
|Certificate of Deposit
|XS2580631476
|GBP
|150,000,000
|0.30%
|24/07/2023
|174
|91-180
|No
|-
|1AYPFDU
|BRED BANQUE 27/04/2023 
|BPCE
|BRED Banque Populaire
|France
|Core Euro Area
|Financial
|Commercial Paper
|FR0127838433 
|GBP
|200,000,000
|0.41%
|27/04/2023
|86
|31-90
|No
|-
|1AY5ZYU
|NORDEA BANK ABP CTF DEP 2.0%  06/02/2023
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Certificate of Deposit
|GB00BP1WV409
|GBP
|200,000,000
|0.41%
|06/02/2023
|6
|2-7
|No
|-
|1AY7LTU
|BANK OF MONTREAL FRN SNR 06/23          GBP100000'265 
|Bank of Montreal
|Bank of Montreal
|Canada
|North America
|Financial
|Floating Rate Note
|XS2489473905 
|GBP
|330,000,000
|0.67%
|09/06/2023
|129
|91-180
|No
|-
|2AYABNU
|BANK OF MONTREAL CD 3% 13/07/2023
|Bank of Montreal
|Bank of Montreal
|Canada
|North America
|Financial
|Certificate of Deposit
|GB00BP1XRV25
|GBP
|100,000,000
|0.20%
|13/07/2023
|163
|91-180
|No
|-
|2AYBQCU
|DNB BANK ASA CD 3.0% 04/08/2023
|DNB Bank ASA
|DNB Bank ASA
|Norway
|Europe non Euro Area
|Financial
|Certificate of Deposit
|XS2518153999
|GBP
|100,000,000
|0.20%
|04/08/2023
|185
|181-365
|No
|-
|2AYGEFU
|UBS AG - LONDON CD 3.86% 21/02/2023
|UBS
|UBS
|Switzerland
|Europe non Euro Area
|Financial
|Certificate of Deposit
|XS2549867476
|GBP
|200,000,000
|0.41%
|21/02/2023
|21
|8-30
|No
|-
|2AYGG2U
|SUMITOMO MITSUI BANK CORP CD 3.52%  02/02/2023
|Sumitomo Mitsui
|Sumitomo Mitsui Banking Corp
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP1Z4M84
|GBP
|300,000,000
|0.61%
|02/02/2023
|2
|2-7
|No
|-
|2AYGKUU
|ING BANK NV CD 0.0% 01/02/2023
|ING Bank
|ING Bank
|Netherlands
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2550532480
|GBP
|415,000,000
|0.84%
|01/02/2023
|1
|1
|No
|-
|2AYGNGU
|NORDEA BANK ABP CD 4.34% 25/04/2023
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Certificate of Deposit
|GB00BP1Z1B64
|GBP
|100,000,000
|0.20%
|25/04/2023
|84
|31-90
|No
|-
|2AYGX3U
|THE SUMITOMO TRUST+BANKINNG CO LTD CD  3.53% 08/02/
|Sumitomo Mitsui
|Sumitomo Mitsui Trust Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP1Z5W57
|GBP
|100,000,000
|0.20%
|08/02/2023
|8
|8-30
|No
|-
|2AYHFBU
|SANTANDER UK PLC CD 3.45% 07/02/2023
|Santander UK PLC
|Santander UK PLC
|United Kingdom
|United Kingdom
|Financial
|Certificate of Deposit
|GB00BP1Z8B59
|GBP
|400,000,000
|0.81%
|07/02/2023
|7
|2-7
|No
|-
|2AYHGQU
|LLYODS BANK PLC CD 3.46% 10/02/2023
|Lloyds Banking Group
|Lloyds Banking Group
|United Kingdom
|United Kingdom
|Financial
|Certificate of Deposit
|GB00BP1Z9121
|GBP
|500,000,000
|1.02%
|10/02/2023
|10
|8-30
|No
|-
|2AYJCQU
|KBC BANK NV 0.0% CD 14/02/2023
|KBC Bank
|KBC Bank
|Belgium
|Core Euro Area
|Financial
|Certificate of Deposit
|BE6339242016
|GBP
|300,000,000
|0.61%
|14/02/2023
|14
|8-30
|No
|-
|2AYKYPU
|AGENCE CENTRALE 07/02/2023 
|ACOSS
|ACOSS
|France
|Core Euro Area
|Government Agency
|Commercial Paper
|FR0127659359 
|GBP
|500,000,000
|1.02%
|07/02/2023
|7
|2-7
|No
|-
|2AYNFPU
|BANK OF MONTREAL CD 4.3% 11/07/2023
|Bank of Montreal
|Bank of Montreal
|Canada
|North America
|Financial
|Certificate of Deposit
|GB00BP201654
|GBP
|250,000,000
|0.51%
|11/07/2023
|161
|91-180
|No
|-
|2AYPEJU
|ING BANK NV 01/09/2023 
|ING Bank
|ING Bank
|Netherlands
|Core Euro Area
|Financial
|Commercial Paper
|XS2582403320 
|GBP
|300,000,000
|0.61%
|01/09/2023
|213
|181-365
|No
|-
|2AYPMGU
|BNP PARIBAS LONBDON BRANCH CD 4.43%  04/08/2023
|BNP Paribas
|BNP Paribas
|France
|Core Euro Area
|Financial
|Certificate of Deposit
|GB00BP207T05
|GBP
|100,000,000
|0.20%
|04/08/2023
|185
|181-365
|No
|-
|2AY802U
|AUSTRALIA & NEW ZEAL FRN 6/7/2023
|Australia & New Zealand Banking  Group
|Australia & New Zealand Banking  Group
|Australia
|Asia Pacific Ex Japan
|Financial
|Floating Rate Note
|XS2498566657
|GBP
|220,000,000
|0.45%
|06/07/2023
|156
|91-180
|No
|-
|4AYABYU
|THE TORONTO DOMINION BANK CD 0.0%  14/07/2022
|Toronto Dominion Bank
|Toronto Dominion Bank
|Canada
|North America
|Financial
|Certificate of Deposit
|GB00BP1XS536
|GBP
|300,000,000
|0.61%
|14/04/2023
|73
|31-90
|No
|-
|4AYAY8U
|ING BANK NV CD 0.0% 01/02/2023
|ING Bank
|ING Bank
|Netherlands
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2512200184
|GBP
|250,000,000
|0.51%
|01/02/2023
|1
|1
|No
|-
|4AYBUDU
|FIRST ABU DHABI BANK PJSC CTF OF DEP  2.63% 13/02/2
|First Abu Dhabi Bank
|First Abu Dhabi Bank
|United Arab Emirates
|Middle East
|Financial
|Certificate of Deposit
|GB00BP1Y0949
|GBP
|300,000,000
|0.61%
|13/02/2023
|13
|8-30
|No
|-
|4AYBZRU
|NORDEA BANK ABP CD 0.0% 14/02/2023
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2519707934
|GBP
|300,000,000
|0.61%
|14/02/2023
|14
|8-30
|No
|-
|4AYGE6U
|NORDEA BANK ABP CD 0.0% 03/04/2023
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2552298692
|GBP
|250,000,000
|0.51%
|03/04/2023
|62
|31-90
|No
|-
|4AYGP7U
|THE SUMITOMO TRUST+BANKINNG CO LTD CD  3.53% 09/02/
|Sumitomo Mitsui
|Sumitomo Mitsui Trust Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP1Z5Y71
|GBP
|150,000,000
|0.30%
|09/02/2023
|9
|8-30
|No
|-
|4AYHABU
|CREDIT AGRICOLE CORPORATE CD 3.45%  06/02/2023
|Credit Agricole SA
|Credit Agricole SA
|France
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2553949244
|GBP
|300,000,000
|0.61%
|06/02/2023
|6
|2-7
|No
|-
|4AYHMZU
|NRW BANK 02/02/2023 
|Nederlandse Waterschapsbank
|Nederlandse Waterschapsbank
|Netherlands
|Core Euro Area
|Government Agency
|Commercial Paper
|XS2555689491 
|GBP
|500,000,000
|1.02%
|02/02/2023
|2
|2-7
|No
|-
|4AYJ73U
|JYSKE BANK A/S 03/02/2023 
|JYSKE BANK A/S
|JYSKE BANK A/S
|Denmark
|Europe non Euro Area
|Financial
|Commercial Paper
|FR0127733576 
|GBP
|200,000,000
|0.41%
|03/02/2023
|3
|2-7
|No
|-
|4AYKUZU
|UBS AG CD 0.0% 27/03/2023
|UBS
|UBS
|Switzerland
|Europe non Euro Area
|Financial
|Certificate of Deposit
|XS2561597670
|GBP
|400,000,000
|0.81%
|27/03/2023
|55
|31-90
|No
|-
|4AYMT7U
|NATIONAL WESTMINSTER BANK PLC CD 0.0%  02/05/2023
|NATL WESTMINSTER
|NATL WESTMINSTER
|United Kingdom
|United Kingdom
|Financial
|Certificate of Deposit
|GB00BP1ZYG23
|GBP
|150,000,000
|0.30%
|02/05/2023
|91
|91-180
|No
|-
|4AYM90U
|BNP PARIBAS LONDON BRANCH CD 4.38%  10/07/2023
|BNP Paribas
|BNP Paribas
|France
|Core Euro Area
|Financial
|Certificate of Deposit
|GB00BP1ZZP88
|GBP
|500,000,000
|1.02%
|10/07/2023
|160
|91-180
|No
|-
|4AYNCXU
|BANK OF AMERICA NATIONAL ASSOC CD  0.0% 11/07/2023
|Bank of America
|Bank of America
|United States
|North America
|Financial
|Certificate of Deposit
|XS2576300219
|GBP
|175,000,000
|0.36%
|11/07/2023
|161
|91-180
|No
|-
|4AYNL6U
|BQE FEDERATIVE DU 08/08/2023 
|BFCM
|BFCM
|France
|Core Euro Area
|Financial
|Commercial Paper
|FR0127815787 
|GBP
|300,000,000
|0.61%
|08/08/2023
|189
|181-365
|No
|-
|4AYNV2U
|NATIONAL BANK OF ABU DHABI CD 4.53%  01/08/2023
|First Abu Dhabi Bank
|First Abu Dhabi Bank
|United Arab Emirates
|Middle East
|Financial
|Certificate of Deposit
|GB00BP205N03
|GBP
|300,000,000
|0.61%
|01/08/2023
|182
|181-365
|No
|-
|4AYPHUU
|SUMITOMO MITSUI BANKING CORPOR 4.13%  CD 27/04/2023
|Sumitomo Mitsui
|Sumitomo Mitsui Banking Corp
|Japan
|Japan
|Financial
|Certificate of Deposit
|BE6340528262
|GBP
|300,000,000
|0.61%
|27/04/2023
|86
|31-90
|No
|-
|4AY5G3U
|BANK OF MONTREAL CD 0.0% 09/05/2023
|Bank of Montreal
|Bank of Montreal
|Canada
|North America
|Financial
|Certificate of Deposit
|XS2479350964
|GBP
|100,000,000
|0.20%
|09/05/2023
|98
|91-180
|No
|-
|5AXV24U
|NORDEA BANK ABP CD 0.0% 01/02/2023
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2440768583
|GBP
|100,000,000
|0.20%
|01/02/2023
|1
|1
|No
|-
|5AXV53U
|NORDEA BANK ABP LONDON BRANCH           0% CD 28/02/2023 
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2440097355 
|GBP
|75,000,000
|0.15%
|28/02/2023
|28
|8-30
|No
|-
|5AXWL4U
|THE BANK OF NOVA S FR SNR EMTN  02/23    GBP100000 
|Bank of Nova Scotia
|Bank of Nova Scotia
|Canada
|North America
|Financial
|Floating Rate Note
|XS2444851112 
|GBP
|400,000,000
|0.81%
|14/02/2023
|14
|8-30
|No
|-
|5AXXJTU
|NORDEA BANK ABP 17/02/2023 
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Commercial Paper
|XS2447951612 
|GBP
|75,000,000
|0.15%
|17/02/2023
|17
|8-30
|No
|-
|5AYABMU
|DZ PRIVATBANK S.A. 01/02/2023 
|DZ Bank
|DZ Privatbank
|Germany
|Core Euro Area
|Financial
|Commercial Paper
|XS2504466165 
|GBP
|200,000,000
|0.41%
|01/02/2023
|1
|1
|No
|-
|5AYEAEU
|BANQUE FEDERATIVE DU CREDIT MUTUEL CD  0.0% 03/04/2
|BFCM
|BFCM
|France
|Core Euro Area
|Financial
|Certificate of Deposit
|FR0127587576
|GBP
|400,000,000
|0.81%
|03/04/2023
|62
|31-90
|No
|-
|5AYGX3U
|THE SUMITOMO TRUST+BANKINNG CO LTD CD  3.53% 10/02/
|Sumitomo Mitsui
|Sumitomo Mitsui Trust Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP1Z5X64
|GBP
|150,000,000
|0.30%
|10/02/2023
|10
|8-30
|No
|-
|5AYG78U
|MUFG BANK LTD. CD 3.55% 10/02/2023
|Mitsubishi UFJ
|Bank of Tokyo Mitsubishi UFJ
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP1Z7521
|GBP
|500,000,000
|1.02%
|10/02/2023
|10
|8-30
|No
|-
|5AYHFLU
|MIZUHO BANK LTD CD 3.45% 07/02/2023
|Mizuho
|Mizuho Corporate Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|XS2554581673
|GBP
|150,000,000
|0.30%
|07/02/2023
|7
|2-7
|No
|-
|5AYHGBU
|NORDEA BANK ABP CD 0.0% 08/03/2023
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2554702642
|GBP
|250,000,000
|0.51%
|08/03/2023
|36
|31-90
|No
|-
|5AYHGEU
|MIZUHO BANK LTD CD 0.0% 07/02/2023
|Mizuho
|Mizuho Corporate Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|XS2554738919
|GBP
|125,000,000
|0.25%
|07/02/2023
|7
|2-7
|No
|-
|5AYHPGU
|FEDN DES CAISSES 10/02/2023 
|Caisse Centrale Desjardins du  Quebec 
|Caisse Centrale Desjardins du  Quebec 
|Canada
|North America
|Financial
|Commercial Paper
|XS2555773287 
|GBP
|400,000,000
|0.81%
|10/02/2023
|10
|8-30
|No
|-
|5AYHRPU
|THE SUMITOMO TRUST BANKINNG CD 3.45%  14/02/2023
|Sumitomo Mitsui
|Sumitomo Mitsui Trust Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP1ZB727
|GBP
|200,000,000
|0.41%
|14/02/2023
|14
|8-30
|No
|-
|5AYHSHU
|SUMITOMO TRUST & BANKING CO DTD  10/11/2022 3.4 C/D
|Sumitomo Mitsui
|Sumitomo Mitsui Trust Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP1ZC915
|GBP
|250,000,000
|0.51%
|15/02/2023
|15
|8-30
|No
|-
|5AYHXPU
|MIZUHO BANK LTD (GB)LONDON BRANCH CTF  DEP 0.0% 13/
|Mizuho
|Mizuho Corporate Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|XS2555779995
|GBP
|110,000,000
|0.22%
|13/02/2023
|13
|8-30
|No
|-
|5AYJL5U
|JYSKE BANK A/S 01/02/2023 
|JYSKE BANK A/S
|JYSKE BANK A/S
|Denmark
|Europe non Euro Area
|Financial
|Commercial Paper
|FR0127716738 
|GBP
|300,000,000
|0.61%
|01/02/2023
|1
|1
|No
|-
|5AYJM3U
|WESTPAC BKG CORP FR SNR 11/23           GBP100000'1489 
|Westpac 
|Westpac 
|Australia
|Asia Pacific Ex Japan
|Financial
|Floating Rate Note
|XS2559135657 
|GBP
|250,000,000
|0.51%
|22/11/2023
|295
|181-365
|No
|-
|5AYJN0U
|WESTPAC BKG CORP FR SNR 11/23           GBP100000'1488 
|Westpac 
|Westpac 
|Australia
|Asia Pacific Ex Japan
|Financial
|Floating Rate Note
|XS2559135574 
|GBP
|210,000,000
|0.43%
|22/11/2023
|295
|181-365
|No
|-
|5AYKMTU
|JYSKE BANK A/S 01/02/2023 
|JYSKE BANK A/S
|JYSKE BANK A/S
|Denmark
|Europe non Euro Area
|Financial
|Commercial Paper
|FR0127736413 
|GBP
|500,000,000
|1.02%
|01/02/2023
|1
|1
|No
|-
|5AYKM1U
|KBC BANK NV CD 3.25% 01/02/2023
|KBC Bank
|KBC Bank
|Belgium
|Core Euro Area
|Financial
|Certificate of Deposit
|GB00BP1ZNX25
|GBP
|500,000,000
|1.02%
|01/02/2023
|1
|1
|No
|-
|5AYLSYU
|UBS AG CD 0.0% 12/06/2023
|UBS
|UBS
|Switzerland
|Europe non Euro Area
|Financial
|Certificate of Deposit
|XS2567401760
|GBP
|100,000,000
|0.20%
|12/06/2023
|132
|91-180
|No
|-
|5AYMU2U
|MUFG BANK LTD CD 3.95% 11/04/2023
|Mitsubishi UFJ
|Bank of Tokyo Mitsubishi UFJ
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP1ZYR38
|GBP
|500,000,000
|1.02%
|11/04/2023
|70
|31-90
|No
|-
|5AYNGJU
|UBS AG CP 4.79% 12/01/2024
|UBS
|UBS
|Switzerland
|Europe non Euro Area
|Financial
|Certificate of Deposit
|XS2577108660
|GBP
|65,000,000
|0.13%
|12/01/2024
|346
|181-365
|No
|-
|5AYNN1U
|LLYODS BANK PLC CD 4.46% 01/08/2023
|Lloyds Banking Group
|Lloyds Banking Group
|United Kingdom
|United Kingdom
|Financial
|Certificate of Deposit
|GB00BP205630
|GBP
|300,000,000
|0.61%
|01/08/2023
|182
|181-365
|No
|-
|5AYNV2U
|SOCIETE GENERALE CD 4.31% 31/05/2023
|Societe Generale
|Societe Generale
|France
|Core Euro Area
|Financial
|Certificate of Deposit
|GB00BP205H43
|GBP
|300,000,000
|0.61%
|31/05/2023
|120
|91-180
|No
|-
|5AYPLJU
|OVERSEA-CHINESE BANKING CORP L CD  0.0% 05/05/2023
|Overseas-Chinese Banking Corp (OCBC)
|Overseas-Chinese Banking Corp (OCBC)
|Singapore
|Asia Pacific Ex Japan
|Financial
|Certificate of Deposit
|XS2582867235
|GBP
|100,000,000
|0.20%
|05/05/2023
|94
|91-180
|No
|-
|5AYPLQU
|NATIONAL BANK OF ABU DHABI CD 4.3%  31/05/2023
|First Abu Dhabi Bank
|First Abu Dhabi Bank
|United Arab Emirates
|Middle East
|Financial
|Certificate of Deposit
|GB00BP208311
|GBP
|300,000,000
|0.61%
|31/05/2023
|120
|91-180
|No
|-
|5AYPQRU
|BANQUE FEDERATIVE 08/08/2023 
|BFCM
|BFCM
|France
|Core Euro Area
|Financial
|Commercial Paper
|FR0127849752 
|GBP
|200,000,000
|0.41%
|08/08/2023
|189
|181-365
|No
|-
|5AY4LTU
|NATIONAL AUSTRALIA BANK CD 2.0%  19/04/2023
|National Australia Bank 
|National Australia Bank 
|Australia
|Asia Pacific Ex Japan
|Financial
|Certificate of Deposit
|GB00BP1WM259
|GBP
|100,000,000
|0.20%
|19/04/2023
|78
|31-90
|No
|-
|6AXUV5U
|BANK OF MONTREAL FRN SNR 02/23          GBP100000'259 
|Bank of Montreal
|Bank of Montreal
|Canada
|North America
|Financial
|Floating Rate Note
|XS2433834988 
|GBP
|300,000,000
|0.61%
|09/02/2023
|9
|8-30
|No
|-
|6AXVZRU
|AUSTRALIA & NEW ZEAL FRN 1/2/2023
|Australia & New Zealand Banking  Group
|Australia & New Zealand Banking  Group
|Australia
|Asia Pacific Ex Japan
|Financial
|Floating Rate Note
|XS2438634144
|GBP
|200,000,000
|0.41%
|01/02/2023
|1
|1
|No
|-
|6AYGJRU
|BARCLAY BANK PLC CD 0.0% 01/02/2023
|Barclays 
|Barclays 
|United Kingdom
|United Kingdom
|Financial
|Certificate of Deposit
|GB00BP1Z0N12
|GBP
|300,000,000
|0.61%
|01/02/2023
|1
|1
|No
|-
|6AYGKFU
|NATL WESTMINSTER
|NATL WESTMINSTER
|NATL WESTMINSTER
|United Kingdom
|United Kingdom
|Financial
|Certificate of Deposit
|GB00BP1Z0R59
|GBP
|100,000,000
|0.20%
|06/02/2023
|6
|2-7
|No
|-
|6AYGWCU
|THE SUMITOMO TRUST+BANKINNG CO LTD  CTF DEP 3.52% 0
|Sumitomo Mitsui
|Sumitomo Mitsui Trust Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP1Z3R64
|GBP
|200,000,000
|0.41%
|06/02/2023
|6
|2-7
|No
|-
|6AYHSSU
|JYSKE BANK A/S 14/02/2023 
|JYSKE BANK A/S
|JYSKE BANK A/S
|Denmark
|Europe non Euro Area
|Financial
|Commercial Paper
|FR0127715151 
|GBP
|500,000,000
|1.02%
|14/02/2023
|14
|8-30
|No
|-
|6AYJL2U
|FEDN DES CAISSES 17/02/2023 
|Caisse Centrale Desjardins du  Quebec 
|Caisse Centrale Desjardins du  Quebec 
|Canada
|North America
|Financial
|Commercial Paper
|XS2559004804 
|GBP
|100,000,000
|0.20%
|17/02/2023
|17
|8-30
|No
|-
|6AYJ68U
|BANK OF MONTREAL CD 3.45% 28/02/2023
|Bank of Montreal
|Bank of Montreal
|Canada
|North America
|Financial
|Certificate of Deposit
|GB00BP1ZHK77
|GBP
|400,000,000
|0.81%
|28/02/2023
|28
|8-30
|No
|-
|6AYKVAU
|MIZUHO BANK LTD CD 3.3%  01/02/2023 
|Mizuho
|Mizuho Corporate Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|XS2561158838 
|GBP
|200,000,000
|0.41%
|01/02/2023
|1
|1
|No
|-
|6AYLB6U
|AUSTRALIA & NEW 15/06/2023 
|Australia & New Zealand Banking  Group
|Australia & New Zealand Banking  Group
|Australia
|Asia Pacific Ex Japan
|Financial
|Commercial Paper
|XS2568976794 
|GBP
|200,000,000
|0.41%
|15/06/2023
|135
|91-180
|No
|-
|6AYPALU
|MUFG BANK LTD CD 4.12% 25/04/2023
|Mitsubishi UFJ
|Bank of Tokyo Mitsubishi UFJ
|Japan
|Japan
|Financial
|Certificate of Deposit
|GB00BP206J32
|GBP
|300,000,000
|0.61%
|25/04/2023
|84
|31-90
|No
|-
|6AYPPBU
|BARCLAYS BANK PLC CD 0.0% 02/06/2023
|Barclays 
|Barclays 
|United Kingdom
|United Kingdom
|Financial
|Certificate of Deposit
|GB00BP208758
|GBP
|500,000,000
|1.02%
|02/06/2023
|122
|91-180
|No
|-
|6AYPPEU
|OVERSEA-CHINESE BANKING CORP L CD  0.0% 28/04/2023
|Overseas-Chinese Banking Corp (OCBC)
|Overseas-Chinese Banking Corp (OCBC)
|Singapore
|Asia Pacific Ex Japan
|Financial
|Certificate of Deposit
|XS2583353417
|GBP
|200,000,000
|0.41%
|28/04/2023
|87
|31-90
|No
|-
|6AY8JRU
|NORDEA BANK AB 3.1% CD 22/06/2023
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Certificate of Deposit
|GB00BP1XFL88
|GBP
|100,000,000
|0.20%
|22/06/2023
|142
|91-180
|No
|-
|6AY8MQU
|ANZ GROUP HLDGS LI FR SNR EMTN  06/23    GBP100000 
|Australia & New Zealand Banking  Group
|Australia & New Zealand Banking  Group
|Australia
|Asia Pacific Ex Japan
|Financial
|Floating Rate Note
|XS2495513504 
|GBP
|215,000,000
|0.44%
|27/06/2023
|147
|91-180
|No
|-
|7AXWKJU
|THE TORONTO-DOMINION BANK CD 1.13%  03/02/2023
|Toronto Dominion Bank
|Toronto Dominion Bank
|Canada
|North America
|Financial
|Certificate of Deposit
|GB00BP1VPR82
|GBP
|100,000,000
|0.20%
|03/02/2023
|3
|2-7
|No
|-
|7AYADHU
|UBS AG - LONDON 2.45% CD 15/02/2023
|UBS
|UBS
|Switzerland
|Europe non Euro Area
|Financial
|Certificate of Deposit
|XS2504501417
|GBP
|125,000,000
|0.25%
|15/02/2023
|15
|8-30
|No
|-
|7AYBZNU
|DNB BANK ASA CD 2.56% 09/02/2022
|DNB Bank ASA
|DNB Bank ASA
|Norway
|Europe non Euro Area
|Financial
|Certificate of Deposit
|XS2519776822
|GBP
|175,000,000
|0.36%
|09/02/2023
|9
|8-30
|No
|-
|7AYGKLU
|MIZUHO BANK LTD CD 3.7% 01/02/2023
|Mizuho
|Mizuho Corporate Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|XS2550118041
|GBP
|100,000,000
|0.20%
|01/02/2023
|1
|1
|No
|-
|7AYGR0U
|FEDERATION DES CAISSES DESJARD 0%  CP          02/02/2023 
|Caisse Centrale Desjardins du  Quebec 
|Caisse Centrale Desjardins du  Quebec 
|Canada
|North America
|Financial
|Commercial Paper
|XS2553241360 
|GBP
|100,000,000
|0.20%
|02/02/2023
|2
|2-7
|No
|-
|7AYG10U
|ABN AMRO BANK NV CD 0.0% 03/02/2023
|ABN Amro
|ABN Amro
|Netherlands
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2553398772
|GBP
|795,000,000
|1.61%
|03/02/2023
|3
|2-7
|No
|-
|7AYHABU
|SKANDINAVISKA ENSKILDA BANKEN CD  3.67% 06/03/2023
|Skandinaviska Enskilda Banken (SEB)
|Skandinaviska Enskilda Banken (SEB)
|Sweden
|Europe non Euro Area
|Financial
|Certificate of Deposit
|XS2553828612
|GBP
|425,000,000
|0.86%
|06/03/2023
|34
|31-90
|No
|-
|7AYHFCU
|BNP PARIBAS LONDON BRANCH CD 3.45%  07/02/2023
|BNP Paribas
|BNP Paribas
|France
|Core Euro Area
|Financial
|Certificate of Deposit
|GB00BP1Z8S27
|GBP
|500,000,000
|1.02%
|07/02/2023
|7
|2-7
|No
|-
|7AYHFPU
|BARCLAYS BANK PLC 08/03/2023 
|Barclays 
|Barclays 
|United Kingdom
|United Kingdom
|Financial
|Commercial Paper
|XS2554742192 
|GBP
|500,000,000
|1.02%
|08/03/2023
|36
|31-90
|No
|-
|7AYHNBU
|DGZ DEKABANK 02/02/2023 
|DEKABANK DT GIROZ 
|DEKABANK DT GIROZ 
|Germany
|Core Euro Area
|Financial
|Commercial Paper
|XS2555683536 
|GBP
|300,000,000
|0.61%
|02/02/2023
|2
|2-7
|No
|-
|7AYKZDU
|KREDITANSTALT FUR 07/02/2023 
|KfW
|KfW
|Germany
|Core Euro Area
|Government Agency
|Commercial Paper
|XS2562877733 
|GBP
|500,000,000
|1.02%
|07/02/2023
|7
|2-7
|No
|-
|7AYM50U
|CITIBANK NA CD 3.9% 05/04/2023
|Citibank
|Citibank
|United States
|North America
|Financial
|Certificate of Deposit
|GB00BP1ZZC59
|GBP
|200,000,000
|0.41%
|05/04/2023
|64
|31-90
|No
|-
|7AYPHGU
|NORDEA BANK ABP CD 0.0% 04/08/2023
|Nordea Bank 
|Nordea Bank 
|Finland
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2582521287
|GBP
|100,000,000
|0.20%
|04/08/2023
|185
|181-365
|No
|-
|7AY550U
|ROYAL BK OF CANADA FRN SNR  05/2023      GBP100000 
|Royal Bank of Canada
|Royal Bank of Canada
|Canada
|North America
|Financial
|Floating Rate Note
|XS2481557440 
|GBP
|110,000,000
|0.22%
|18/05/2023
|107
|91-180
|No
|-
|7AY8Y8U
|CANADIAN IMPERIAL BA FRN 7/7/2023
|Canadian Imperial Bank
|Canadian Imperial Bank
|Canada
|North America
|Financial
|Floating Rate Note
|XS2499248149
|GBP
|250,000,000
|0.51%
|07/07/2023
|157
|91-180
|No
|-
|771069
|BTOPEN W/BARC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|250,000,000
|0.51%
|01/02/2023
|1
|1
|No
|-
|771070
|BTOPEN W/BARC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|250,000,000
|0.51%
|01/02/2023
|1
|1
|No
|-
|771075
|BTOPEN W/CIBC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|200,000,000
|0.41%
|01/02/2023
|1
|1
|No
|-
|771076
|BTOPEN W/CIBC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|90,142,750
|0.18%
|01/02/2023
|1
|1
|No
|-
|771077
|BTOPEN W/CIBC  TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government  Agency
|Repurchase  Agreement
|
|GBP
|66,893,640
|0.14%
|01/02/2023
|1
|1
|No
|-
|771078
|BTOPEN W/CIBC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|18,487,500
|0.04%
|01/02/2023
|1
|1
|No
|-
|771079
|BTOPEN W/CIBC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|88,474,400
|0.18%
|01/02/2023
|1
|1
|No
|-
|771080
|BTOPEN W/CIBC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|44,919,830
|0.09%
|01/02/2023
|1
|1
|No
|-
|771081
|BTOPEN W/CIBC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|28,018,375
|0.06%
|01/02/2023
|1
|1
|No
|-
|771137
|BTOPEN W/BNP  TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|100,000,000
|0.20%
|01/02/2023
|1
|1
|No
|-
|771138
|BTOPEN W/BNP  TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|100,000,000
|0.20%
|01/02/2023
|1
|1
|No
|-
|771139
|BTOPEN W/BNP  TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|100,000,000
|0.20%
|01/02/2023
|1
|1
|No
|-
|771140
|BTOPEN W/BNP  TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|100,000,000
|0.20%
|01/02/2023
|1
|1
|No
|-
|771141
|BTOPEN W/BNP  TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|100,000,000
|0.20%
|01/02/2023
|1
|1
|No
|-
|771145
|BTOPEN W/CITI TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|750,000,000
|1.52%
|01/02/2023
|1
|1
|No
|-
|771146
|BTOPEN W/HSBC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|500,000,000
|1.02%
|01/02/2023
|1
|1
|No
|-
|771147
|BTOPEN W/SANT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|1,000,000,000
|2.03%
|01/02/2023
|1
|1
|No
|-
|771148
|BTOPEN W/SG S TO 02/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|250,000,000
|0.51%
|02/02/2023
|2
|2-7
|No
|-
|771149
|BTOPEN W/SG S TO 02/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|250,000,000
|0.51%
|02/02/2023
|2
|2-7
|No
|-
|771158
|BTOPEN W/MUFG TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|83,539,553
|0.17%
|01/02/2023
|1
|1
|No
|-
|771159
|BTOPEN W/MUFG TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|83,539,553
|0.17%
|01/02/2023
|1
|1
|No
|-
|771160
|BTOPEN W/MUFG TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|61,490,130
|0.12%
|01/02/2023
|1
|1
|No
|-
|771161
|BTOPEN W/MUFG TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|105,721,021
|0.21%
|01/02/2023
|1
|1
|No
|-
|771162
|BTOPEN W/MUFG TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|65,709,743
|0.13%
|01/02/2023
|1
|1
|No
|-
|771163
|BTOPEN W/RBC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|500,000,000
|1.02%
|01/02/2023
|1
|1
|No
|-
|771164
|BTOPEN W/RBC TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|500,000,000
|1.02%
|01/02/2023
|1
|1
|No
|-
|771165
|BTOPEN W/CRED TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|75,700,000
|0.15%
|01/02/2023
|1
|1
|No
|-
|771166
|BTOPEN W/CRED TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|70,900,000
|0.14%
|01/02/2023
|1
|1
|No
|-
|771167
|BTOPEN W/CRED TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|53,400,000
|0.11%
|01/02/2023
|1
|1
|No
|-
|771168
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|1,564,520
|0.00%
|01/02/2023
|1
|1
|No
|-
|771169
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|2,435,915
|0.00%
|01/02/2023
|1
|1
|No
|-
|771170
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|3,464,615
|0.01%
|01/02/2023
|1
|1
|No
|-
|771171
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|3,658,315
|0.01%
|01/02/2023
|1
|1
|No
|-
|771172
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|57,074,571
|0.12%
|01/02/2023
|1
|1
|No
|-
|771173
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|11,745,376
|0.02%
|01/02/2023
|1
|1
|No
|-
|771174
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|22,610,621
|0.05%
|01/02/2023
|1
|1
|No
|-
|771175
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|26,823,951
|0.05%
|01/02/2023
|1
|1
|No
|-
|771176
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|40,860,237
|0.08%
|01/02/2023
|1
|1
|No
|-
|771177
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|4,271,138
|0.01%
|01/02/2023
|1
|1
|No
|-
|771178
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|5,333,235
|0.01%
|01/02/2023
|1
|1
|No
|-
|771179
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|9,664,170
|0.02%
|01/02/2023
|1
|1
|No
|-
|771180
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|11,504,076
|0.02%
|01/02/2023
|1
|1
|No
|-
|771181
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|14,321,588
|0.03%
|01/02/2023
|1
|1
|No
|-
|771182
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|14,800,754
|0.03%
|01/02/2023
|1
|1
|No
|-
|771183
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|15,943,772
|0.03%
|01/02/2023
|1
|1
|No
|-
|771184
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|18,264,912
|0.04%
|01/02/2023
|1
|1
|No
|-
|771185
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|73,771,159
|0.15%
|01/02/2023
|1
|1
|No
|-
|771186
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|84,042,524
|0.17%
|01/02/2023
|1
|1
|No
|-
|771187
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|102,090,989
|0.21%
|01/02/2023
|1
|1
|No
|-
|771188
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|3,709,317
|0.01%
|01/02/2023
|1
|1
|No
|-
|771189
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|6,156,382
|0.01%
|01/02/2023
|1
|1
|No
|-
|771190
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|6,620,195
|0.01%
|01/02/2023
|1
|1
|No
|-
|771191
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|14,525,495
|0.03%
|01/02/2023
|1
|1
|No
|-
|771192
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|16,423,299
|0.03%
|01/02/2023
|1
|1
|No
|-
|771193
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|47,707,922
|0.10%
|01/02/2023
|1
|1
|No
|-
|771194
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|18,133,030
|0.04%
|01/02/2023
|1
|1
|No
|-
|771195
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|36,389,120
|0.07%
|01/02/2023
|1
|1
|No
|-
|771196
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|48,669,903
|0.10%
|01/02/2023
|1
|1
|No
|-
|771197
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|52,835,653
|0.11%
|01/02/2023
|1
|1
|No
|-
|771198
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|17,343,438
|0.04%
|01/02/2023
|1
|1
|No
|-
|771199
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|53,132,766
|0.11%
|01/02/2023
|1
|1
|No
|-
|771200
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|55,962,447
|0.11%
|01/02/2023
|1
|1
|No
|-
|771201
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|59,201,502
|0.12%
|01/02/2023
|1
|1
|No
|-
|771202
|BTOPEN W/SCOT TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|38,943,507
|0.08%
|01/02/2023
|1
|1
|No
|-
|771203
|BTOPEN W/NATL TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|175,000,000
|0.36%
|01/02/2023
|1
|1
|No
|-
|771204
|BTOPEN W/NATL TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|250,000,000
|0.51%
|01/02/2023
|1
|1
|No
|-
|771205
|BTOPEN W/NATL TO 01/02
|United Kingdom
|United Kingdom
|United Kingdom
|United Kingdom
|Government Agency
|Repurchase Agreement
|
|GBP
|275,000,000
|0.56%
|01/02/2023
|1
|1
|No
|-
|8AXUK7U
|BK OF NOVA SCOTIA FR SNR EMTN  02/23     GBP100000 
|Bank of Nova Scotia
|Bank of Nova Scotia
|Canada
|North America
|Financial
|Floating Rate Note
|XS2432861743 
|GBP
|200,000,000
|0.41%
|08/02/2023
|8
|8-30
|No
|-
|8AXXZ1U
|ANZ BANKING GRP FRN SNR 03/2023         GBP100000 
|Australia & New Zealand Banking  Group
|Australia & New Zealand Banking  Group
|Australia
|Asia Pacific Ex Japan
|Financial
|Floating Rate Note
|XS2452636785 
|GBP
|225,000,000
|0.46%
|07/03/2023
|35
|31-90
|No
|-
|8AYEAPU
|RYL BK CANADA(LON) FRN SNR  09/2023      GBP100000 
|Royal Bank of Canada
|Royal Bank of Canada
|Canada
|North America
|Financial
|Floating Rate Note
|XS2536797512 
|GBP
|217,000,000
|0.44%
|22/09/2023
|234
|181-365
|No
|-
|8AYGLCU
|SUMITOMO MITSUI BANKING CORPOR Z/CPN  CD 01/02/2023
|Sumitomo Mitsui
|Sumitomo Mitsui Banking Corp
|Japan
|Japan
|Financial
|Certificate of Deposit
|BE6337949661
|GBP
|400,000,000
|0.81%
|01/02/2023
|1
|1
|No
|-
|8AYGP7U
|NATIONAL BANK OF ABU DHABI CD 3.45%  02/02/2023
|First Abu Dhabi Bank
|First Abu Dhabi Bank
|United Arab Emirates
|Middle East
|Financial
|Certificate of Deposit
|GB00BP1Z6119
|GBP
|500,000,000
|1.02%
|02/02/2023
|2
|2-7
|No
|-
|8AYHPVU
|ABN AMRO BANK NV 0% CD 10/02/2023
|ABN Amro
|ABN Amro
|Netherlands
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2555758304
|GBP
|450,000,000
|0.91%
|10/02/2023
|10
|8-30
|No
|-
|8AYJXJU
|MIZUHO BANK LTD CD 0.0% 06/02/2023
|Mizuho
|Mizuho Corporate Bank
|Japan
|Japan
|Financial
|Certificate of Deposit
|XS2557692600
|GBP
|200,000,000
|0.41%
|06/02/2023
|6
|2-7
|No
|-
|8AYKZDU
|DGZ DEKABANK 28/02/2023 
|DEKABANK DT GIROZ 
|DEKABANK DT GIROZ 
|Germany
|Core Euro Area
|Financial
|Commercial Paper
|XS2562994454 
|GBP
|200,000,000
|0.41%
|28/02/2023
|28
|8-30
|No
|-
|8AYNECU
|CREDIT AGRICOLE CORPORATE AND 4.33%  11/07/2023
|Credit Agricole SA
|Credit Agricole SA
|France
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2576390533
|GBP
|300,000,000
|0.61%
|11/07/2023
|161
|91-180
|No
|-
|8AYNT7U
|FED DES CAISSES 24/04/2023 
|Caisse Centrale Desjardins du  Quebec 
|Caisse Centrale Desjardins du  Quebec 
|Canada
|North America
|Financial
|Commercial Paper
|XS2580875180 
|GBP
|300,000,000
|0.61%
|24/04/2023
|83
|31-90
|No
|-
|8AYPALU
|ING BANK NV CD 0.0% 31/08/2023
|ING Bank
|ING Bank
|Netherlands
|Core Euro Area
|Financial
|Certificate of Deposit
|XS2581663619
|GBP
|500,000,000
|1.02%
|31/08/2023
|212
|181-365
|No
|-
|8AYPEFU
|NATIONWIDE BUILDING SOC CD 3.43%  03/02/23
|Nationwide Building Society
|Nationwide Building Society
|United Kingdom
|United Kingdom
|Financial
|Certificate of Deposit
|GB00BP207016
|GBP
|800,000,000
|1.62%
|03/02/2023
|3
|2-7
|No
|-
|8AY881U
|BANK OF MONTREAL VAR 07/07/2023 
|Bank of Montreal
|Bank of Montreal
|Canada
|North America
|Financial
|Floating Rate Note
|XS2499460876 
|GBP
|250,000,000
|0.51%
|07/07/2023
|157
|91-180
|No
|}

== References and notes ==
@@ Line 269: / Line 269: @@
 == Sustainability ==
-SFDR<ref>The Sustainable Finance Disclosure Regulation (SFDR) is a European Union (EU) regulation that sets out rules for financial market participants and financial advisors to disclose the environmental, social, and governance (ESG) characteristics of their investment products. The SFDR was adopted in 2019 and became effective on March 10, 2021.
+SFDR categorisation: Article 8
-The SFDR classification system provides a framework for the disclosure of the ESG characteristics of investment products, with the aim of promoting transparency and comparability of ESG information across the financial industry. The classification system includes three levels of disclosure:
-) Article 6: Products that do not promote ESG characteristics or do not have a sustainable objective.
-) Article 8: Products that promote environmental or social characteristics or have a sustainable investment objective, but do not have a specific reference to the reduction of carbon emissions.
-) Article 9: Products that have a sustainable investment objective and have specific reference to the reduction of carbon emissions.
-Financial market participants are required to disclose the SFDR classification of their investment products in their pre-contractual documents, such as prospectuses or offering documents, and on their websites. The regulation aims to provide investors with more information about the sustainability of their investments, enabling them to make more informed investment decisions.</ref> categorisation: Article 8
 === Environmental and social characteristics ===